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Competitive inventory management in Treasury markets

Chatrath, Arjun; Christie-David, Rohan; Lee, Kiseop; … - In: Journal of banking & finance 33 (2009) 5, pp. 800-809

Persistent link: https://www.econbiz.de/10003836415

The macroeconomic news cycle and uncertainty resolution

Chatrath, Arjun; Christie-David, Rohan; Moore, William … - In: The journal of business : B 79 (2006) 5, pp. 2633-2657

Persistent link: https://www.econbiz.de/10003406547

Deregulation, news releases and price discovery

Chen, Manfen W.; Christie-David, Rohan; Moore, William … - In: Journal of regulatory economics 31 (2007) 3, pp. 289-312

Persistent link: https://www.econbiz.de/10003464471

The Macroeconomic News Cycle and Uncertainty Resolution

Chatrath, Arjun; Christie-David, Rohan; Moore, William T. - In: The Journal of Business 79 (2006) 5, pp. 2633-2658

We examine the behavior of return volatility and trading at 5-minute intervals in the treasury bond futures market in the context of the monthly macroeconomic news cycle. We advance and confirm the hypothesis that volatility and trading activity are higher in the first half of the month. The...

Persistent link: https://www.econbiz.de/10005832775

Deregulation, news releases, and price discovery

Chen, Manfen W.; Christie-David, Rohan; Moore, William T. - In: Journal of regulatory economics 31 (2007) 3, pp. 289-312

Persistent link: https://www.econbiz.de/10007725921

The Macroeconomic News Cycle and Uncertainty Resolution

Chatrath, Arjun; Christie-David, Rohan; Moore, William T. - In: The journal of business : B 79 (2006) 5, pp. 2633-2658

Persistent link: https://www.econbiz.de/10007398346